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I really enjoyed the finale when I first watched it as a beautiful experience, but last night it finally all sort of clicked in to place for me.
A couple things to preface my following interpretation with, I can't find the quote so I might be misremembering/it may never have been said, but I remember someone on the creative end saying something along the lines of "once you're in the Lodge, you're always in the Lodge." We've also experienced all of Twin Peaks linearly through Agent Cooper, possibly with the exception of the opening FBI bit of FWwM. Even though FWwM is a prequel, we are following Cooper's story linearly as we see him post Episode 29 interacting with Laura in the Lodge space.
The other things that cinched the following for me are the fact that everything we see in the "past" is in black and white as well as something that may be a continuity error, but I'm not sure, which is Cooper's FBI pin. He doesn't have it during his visit with the Fireman, nor during his time as Dougie through his transportation out of the sheriff's station, but then has it back when he goes to "rescue" Laura through the end of the series.
With the above in mind, I think that Cooper and Briggs(I think Diane is also included in this because she was trapped in the Lodge, but Gordon does not know that), both in Lodge space outside of time, worked together on a plan and somehow met with Gordon to fill him in and set up their plan. We now know that Gordon knew that Jeffries was no longer himself in the traditional sense, so he has either seen or been filled in about Jeffries. So, these men come up with an inherently flawed plan because they have an overall altruistic goal of defeating the mother of pain and sorrow, but being human they each have their own goals in mind as well. I think the personal goals are Cooper wants to escape the Lodge, Gordon wants to save his missing agents, and Briggs wants to prove that love is enough(that's just a guess with nothing to back it up because I'm not sure what Briggs really wants). And their personal motivations and higher goal were exploited by the Fireman to reach his own end goal. The passage below is a condensed version of what Doug Milford shares with Briggs
That passage points to the Fireman having his own non-understandable goal, but my figuring of it is as follows. Judy is a force that needs to exist in the universe, you can't free the universe of pain and sorrow, but our detonation of the atomic bomb essentially created an overload of garmonbozia causing Judy to vomit out all of the eggs and BOB(the embodiment of the evil that men do), as well as forever connecting our universes forever through the past before the detonation and after. BOB, being created from a place of pain, sorrow, and human hubris, has that hubris ingrained in him. I think he wants to usurp Judy and that is not something that the Fireman wants, because BOB isn't about balance and the universe would be flooded with garmonbozia. I would also posit that BOB uses Cooper's doppleganger as a host because Mr. C is on the same mission as Cooper(since he is his shadow self and borne of him) so they are working towards the same end of destroying Judy, they're just arriving at that want for different reasons. So the Fireman creates Laura as a trap for BOB and exploits the Blue Rose team and Briggs to achieve his end goal of dissipating and weakening BOB(I'm not convinced that Freddie defeated BOB or that any Lodge entity can be destroyed) to restore the order of the day.
Which takes us back to Cooper and the plan. Cooper believes that if his plan succeeds he won't just defeat pain and sorrow, but also save himself from the Lodge because he never would have had to enter it. This involves "saving" Laura and destroying Judy. But once you enter the Lodge you are always in the Lodge.
So, in Part 2 we see Mike ask Cooper "is it future, or is it past", and I think that everything from that point forward through Part 17/18 and the loss of Laura and Mike once again asking "is it future, or it it past" takes place in that moment, and Cooper saying "we live inside a dream" takes place in the Lodge just before that in the traditional sense of time. He says "we live inside a dream" because he realizes he lives inside of the Lodge forever in an endless waking nightmare from which there is no escape without fully divesting himself from the Lodge. So he plans to sacrifice Laura to save himself from ever traveling to the Lodge and with the thought that he will be able to defeat Judy, two birds with one stone.
The "Laura" in the Lodge in Part two is not Laura, but a tulpa named Carrie Page who is pulled out of the Lodge, much the same way tulpa Diane is pulled out of our world, and deposited in a secluded universe. Which also means that real Laura achieved her closure and meeting with the Angels at the end of FWwM, and none of that is undone because the only Laura that Cooper interacts with is the Laura of the past and a tulpa.
Back to episode 17. Cooper, Diane, and Cole are transported to the Great Northern and Cooper goes through the door to visit Jeffries. In the moment that Coop is transported from the sheriff's department, he visits the Fireman in the first scene we see this season(I think this scene could also take place during his journey through the outlet in Part 3). After their discussion, Cooper disappears in the same static-y fade that he then arrives in the past with. His FBI pin is restored to him for the journey ahead. We are now in the past since everything is in black and white. When Laura takes Coopers hand and color is restored, we are now in the "present" of a new universe that has been created(I believe that what original Laura experience is Dale disappearing as soon as she takes his hand, so she proceeds to meet with Leo, Jacques, and Ronette). However, this is something that can not happen, so Laura feels all of her pain and screams, the new universe collapses, and Cooper is transported back to the Lodge where Mike inquires of him "is it future, or is it past" and Cooper proceeds to leave the Lodge, as tulpa Laura told him he could go out, and meet with Diane, who is also unstuck from time because she was stored in the Lodge. I believe he leaves the Lodge the same night that Hawk was in Glastonbury Grove, because the Log Lady confirms to Hawk that something is supposed to be happening that night and Hawk sees the curtains in the woods. However Cooper either exits before Hawk arrives or after.
Then Cooper and Diane travel to the other place we visit in Part 18. Now possibly knowing that his first plan failed he enacts a second plan that involves traveling to a second new universe, a possibility he has discussed with Diane at some point in the Lodge, where he believes he can trap Judy. The arrive at the hotel and I think there might be a timecut between the end of the sex scene and Cooper waking up. I'm not convinced that is the next day. But that's irrelevant. So Cooper finds Carrie and they travel to the Palmer house, but when they arrive and find a Tremond as the owner, he realizes he's been played and there is no escape. Then, just as in the new universe as with in the woods, tulpa Laura, like Diane, has all of her memories come flooding back. And, just like in the woods, this causes the new universe to collapse and Cooper is right back in the Lodge, where tulpa Laura informs him that he is a patsy who is trapped forever.
But, everything that took place in the world of the Twin Peaks we knew did take place. BOB was dissipated and Cooper, Gordon, and Diane have disappeared. A fourth season would pick up after the events of the sheriff station showdown, and no one would ever know what happened to Cooper, Diane, or Gordon.
On a positive note, since tulpas have all of the memories of their creator, there is a Cooper without a soul out there taking the place of Dougie Jones who will get to have a "happy" life. Maybe Cooper knew there was a chance he would fail, so he created his tulpa so he would experience a good life. I mean, if he has all of Cooper's memories that essentially makes him indistinguishable from Cooper besides not actually being Cooper. There is a version of Cooper who gets to have a non-Lodge related life, and his only true bid at freedom knowing what we now do. Another postive is Cooper was also able to right some of the wrongs caused by the escape of his doppleganger. He fixes the lives of some of the people affected by the fallout of his failure to face the Lodge with perfect courage. The Lodge helps him do this because BOB is unnatural.
That turned out longer than I had expected and I'm not sure I've really translated what clicked in my brain, but that's my best attempt. And all of this could be blown out of the water by The Final Dossier or a Season 4 if there ever is one.

I just wanted to pop in with a big thanks for @Jake and @Chris for being awesome and making what I consider the best accompaniment podcast for the show.
As well as share a couple passages from a re-read of the Autobiography of Dale Cooper that felt poignant to me at the end of this journey
You can read the whole thing here http://leesmillard.com/wp-content/uploads/2014/11/The-Autobiography-of-F.B.I.-Special-Agent-Dale-Cooper.pdf

Found this interesting passage in Secret History that comes from Jacoby's book, The Eye of God, describing what he saw when he took ayahuasca
As soon as I got to the part about the violet light and sphere, it reminded me of this episode.

After a second watch, I can say with certainty I loved the episode. It felt like Episode 29 all over again and had that feeling that the Lodge stuff has been missing this season. Like Episode 29, the basic story being told is fairly easy to follow, but there's a lot of room to bring your own feelings, thoughts, and interpretations to it. Contrast this with the earlier Lodge stuff this season which all felt a little too straight forward and normal to me, though that might just be the color grading and being shot digitally. Or living with Episode 29 for ten years. It just didn't look or feel "right".
The possibility of the "good" vs "evil" mythology doesn't bother me because all the characters seem to have had their own agency and made their own choices and it doesn't seem like being "good" or "evil" stopped them from living in the gray space that all humans live in. Because of that, I'm not sure, at this point in time, I'd even classify it as "good" vs "evil", it's more, for lack of better phrasing in my head, human vs BOB, an evil of our own making. Fighting to be good in a not so good world.
This didn't even cross my mind on first watch, but on second watch I thought a really interesting thing was the sort of parallel between Mr. C being shot and Cooper being shot at the end of season one/his visit from the Giant in the season two premier. They are both shot in roughly the same place and have two bullet wounds and they're both visited by Lodge denizens. While Mr. C has a black BOB orb removed from his being, Coop has a golden orb inserted in to him by the Giant/??????? which could be related to the Laura orb he creates. Maybe because Laura was murdered? Not really sure.